CV

Personal Summary

Assistant Professor at ADA University with expertise in Python and R, driving innovative research in time series analysis and machine learning. Experienced in managing big data projects, enhancing government-citizen communication through AI-powered solutions. Adept at mentoring students and fostering collaborative environments to achieve impactful results.

Education

Ph.D. in Applied Mathematics (December 2024)
University of Southern Brittany, Vannes, France
Full-tuition waiver and scholarship of Total Absheron and ADA University
- Developed CESBKM algorithm integrating Cross-Entropy methods with K-means for clustering
- Conducted theoretical proofs and simulation studies demonstrating algorithm superiority
Ph.D. in Economics (Ongoing, September 2017 - Present)
Economic Scientific Research Institute, Baku, Azerbaijan
- Focus: Advanced econometrics, time series analysis, and macroeconomic modeling
- Research: Panel data models with fixed/random effects and GMM-IV techniques for SME impact on GDP growth
M.Sc. in Economics (January 2019)
CERGE-EI (Center for Economic Research and Graduate Education), Prague, Czech Republic
Full-tuition waiver and scholarship of CERGE-EI
- Coursework: Statistics, Econometrics I/II, Time Series Econometrics, Financial Econometrics
- Notable Achievement: Scored A- in General Examination in Statistics/Econometrics
M.A. in Business and Regulatory Laws (January 2012)
Free University of Berlin, Berlin, Germany
Full-tuition waiver and scholarship of Azerbaijani Government
B.A. in Law (January 2009)
Baku State University, Baku, Azerbaijan
President Scholarship (Decree 994)

Work Experience

March 2025 - Present: Assistant Professor of Mathematics and Statistics
- ADA University, School of Business, Baku, Azerbaijan
- Subjects: Mathematical Statistics, Business Statistics with Applications, Microeconomics, Macroeconomics, Pre-Calculus, Econometrics
- Research: Time Series Analysis, Rare Event Probability Estimation, Financial Time Series Modeling and Forecasting with Novel Techniques
March 2025 - Present: Head of Statistics Unit (Part-Time)
- Information Communication Technologies Agency, Baku, Azerbaijan
- Leading collaboration with ITU on Mobile Phone Big Data analysis using Python and PySpark
- Spearheaded development of AI-powered CRM systems for government-citizen communication
June 2024 - March 2025: Lead Specialist
- Information Communication Technologies Agency, Baku, Azerbaijan
- Developed a Telegram bot for real-time internet speed analysis using Ookla database
- Automated PDF report generation for easy data visualization
January 2019 - March 2025: Instructor of Economics and Statistics
- ADA University, Baku, Azerbaijan
- Taught Micro/Macroeconomics (4 sections), Econometrics (Python/R integration), Business Statistics

Research Interests

Time Series Analysis and Econometrics
GARCH Models and Volatility Modeling
Machine Learning Applications in Finance
Statistical Modeling and Computational Statistics
Educational Technology Development

Technical Skills

Programming Languages & Tools
- Python, Spyder, R, VSCode (Advanced)
- EViews, LaTeX, Matlab (Advanced)
- SQL, Stata, PySpark (Advanced)
Statistical Methods
- Time Series Analysis & Econometrics
- GARCH Models & Volatility Modeling
- Panel Data Models with Fixed/Random Effects
- GMM-IV Techniques
- Cross-Entropy Methods & K-means Clustering
Big Data & AI
- Mobile Phone Big Data Analysis
- AI-powered CRM Systems Development
- Machine Learning Applications in Finance
Research & Development
- Algorithm Development (CESBKM)
- Financial Time Series Modeling
- Rare Event Probability Estimation

Publications

Peer-Reviewed Journal Articles

Orujov, S. “VS-LTGARCHX: A Flexible Subset Selection for Volatility Modeling,” Journal of Time Series Econometrics, November 2024. [Scopus Indexed]

Regional Publications

Orujov, S. “Azərbaycanda kiçik və orta sahibkarlığın vəziyyəti və təsnifat meyarlarının qiymətləndirilməsi,” AMEA-nın Xəbərləri (İqtisadiyyat seriyası), July 2019.
Orujov, S. “Econometric assessment of the effect of small and medium enterprises on economic development,” Russia: Information and Innovations, January 2019.
Orujov, S. “Kiçik və orta sahibkarlığın iqtisadi sektorlara təsirinin ölçülməsinin nəzəri əsasları,” Azərbaycan Dövlət İqtisad Universitetinin Elmi Xəbərləri, January 2019.
Orujov, S. “Fama-French 3-Factor Model: Advantages and Limitations,” Journals of Baku Engineering University, January 2017.

Conference Presentations

Orujov, S. “The Impact of SMEs on Economic Growth of Azerbaijani Economy: Endogeneity and Latent Instrumental Variable,” International Conference on Economic Research, Alanya, Turkey, October 2019.
Orujov, S. “The Effect of SMEs on Economic Growth of Azerbaijan: How to Solve Reverse Causality?” III. International Management and Social Sciences Congress, Turkey, October 2019.
Orujov, S. “SME and Economic Growth in Post-Soviet Countries: Current Situation and Future Perspectives,” XII International Scientific-Practical Conference: Information, Analysis, Forecast – Strategic Levers of Effective State Management, Ukraine, January 2019.

Additional Publications: